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subject:"Erdöl"
~person:"Liang, Chao"
~person:"Ma, Feng"
~person:"Yu, Ziliang"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity derivative
34
Rohstoffderivat
34
Volatility
33
Volatilität
33
Oil price
30
Ölpreis
30
ARCH model
28
ARCH-Modell
28
Forecasting model
28
Prognoseverfahren
28
Petroleum
16
Volatility forecasting
15
Estimation
12
Schätzung
12
Welt
8
World
8
Capital income
6
Kapitaleinkommen
6
Aktienmarkt
5
Börsenkurs
5
Coronavirus
5
Oil futures market
5
Share price
5
Stock market
5
Time series analysis
5
Zeitreihenanalyse
5
crude oil futures
5
Forecast
4
Oil market
4
Prognose
4
Realized volatility
4
Ölmarkt
4
China
3
Commodity exchange
3
Crude oil futures
3
Exchange rate
3
Forecasting evaluation
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HAR-RV-type models
3
Markov chain
3
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Aufsatz in Zeitschrift
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16
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English
16
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Liang, Chao
Ma, Feng
Yu, Ziliang
Wang, Yudong
10
Chevallier, Julien
7
Hamori, Shigeyuki
5
Miao, Hong
5
Wei, Yu
5
Zhang, Yaojie
5
Ji, Qiang
4
Kumar, Dilip
4
Liu, Li
4
Lu, Xinjie
4
Nikitopoulos, Christina Sklibosios
4
Ramchander, Sanjay
4
Chatrath, Arjun
3
Das, Debojyoti
3
Faseli, Omid
3
Haugom, Erik
3
Lien, Gudbrand
3
Luo, Jiawen
3
Manera, Matteo
3
McAleer, Michael
3
Moosa, Imad A.
3
Power, Gabriel J.
3
Singh, Vipul Kumar
3
Sun, Chuanwang
3
Wang, Lu
3
Westgaard, Sjur
3
Wu, Chongfeng
3
Zhang, Dayong
3
Abba Abdullahi, Saada
2
Adeinat, Iman
2
Al Rahahleh, Naseem M.
2
Basu, Sankarshan
2
Bouri, Elie
2
Buyuksahin, Bahattin
2
Casassus, Jaime
2
Chang, Chun Ping
2
Christoffersen, Peter F.
2
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Energy economics
5
Journal of forecasting
2
Applied economics
1
Finance research letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International review of financial analysis
1
Journal of risk
1
Journal of risk : JOR
1
Quantitative finance
1
The journal of futures markets
1
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ECONIS (ZBW)
16
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1
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
2
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
3
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
4
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
5
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014314628
Saved in:
6
Price discovery in China's crude oil futures markets : an emerging Asian benchmark?
Yu, Ziliang
;
Yang, Jian
;
Webb, Robert I.
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 297-324
Persistent link: https://www.econbiz.de/10014293068
Saved in:
7
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014487111
Saved in:
8
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
9
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
10
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
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